Showing 391 - 400 of 439
Persistent link: https://www.econbiz.de/10005478677
Persistent link: https://www.econbiz.de/10005478678
Persistent link: https://www.econbiz.de/10005478679
Persistent link: https://www.econbiz.de/10005478680
Persistent link: https://www.econbiz.de/10005478681
Persistent link: https://www.econbiz.de/10005478682
Persistent link: https://www.econbiz.de/10005478683
Persistent link: https://www.econbiz.de/10005478684
In this paper, the authors provide some asymptotic results for the J-type test on non-nested hypotheses proposed by Davidson and MacKinnon (1981), in the context of I(1) time series.
Persistent link: https://www.econbiz.de/10005478685
Persistent link: https://www.econbiz.de/10005478686